Higher-order Lindley equations

F. I. Karpelevich; M. Ya Kelbert; Yu M. Suhov

doi:10.1016/0304-4149(94)90058-2

Higher-order Lindley equations

F. I. Karpelevich, M. Ya Kelbert, Yu M. Suhov

Mathematics

Research output: Contribution to journal › Article › peer-review

21 Scopus citations

Abstract

A model of a queueing network is proposed which leads to a stochastic equation generalizing a standard Lindley equation for a single FCFS server. We study the problem of the existence and uniqueness of a stationary solution to this equation and its connection with random processes on a Cayley tree.

Original language	English (US)
Pages (from-to)	65-96
Number of pages	32
Journal	Stochastic Processes and their Applications
Volume	53
Issue number	1
DOIs	https://doi.org/10.1016/0304-4149(94)90058-2
State	Published - Sep 1994

All Science Journal Classification (ASJC) codes

Statistics and Probability
Modeling and Simulation
Applied Mathematics

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title = "Higher-order Lindley equations",

abstract = "A model of a queueing network is proposed which leads to a stochastic equation generalizing a standard Lindley equation for a single FCFS server. We study the problem of the existence and uniqueness of a stationary solution to this equation and its connection with random processes on a Cayley tree.",

author = "Karpelevich, {F. I.} and Kelbert, {M. Ya} and Suhov, {Yu M.}",

year = "1994",

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AU - Karpelevich, F. I.

AU - Kelbert, M. Ya

AU - Suhov, Yu M.

PY - 1994/9

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N2 - A model of a queueing network is proposed which leads to a stochastic equation generalizing a standard Lindley equation for a single FCFS server. We study the problem of the existence and uniqueness of a stationary solution to this equation and its connection with random processes on a Cayley tree.

AB - A model of a queueing network is proposed which leads to a stochastic equation generalizing a standard Lindley equation for a single FCFS server. We study the problem of the existence and uniqueness of a stationary solution to this equation and its connection with random processes on a Cayley tree.

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U2 - 10.1016/0304-4149(94)90058-2

DO - 10.1016/0304-4149(94)90058-2

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EP - 96

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 1

ER -

Higher-order Lindley equations

Abstract

All Science Journal Classification (ASJC) codes

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